[R-SIG-Finance] fiGarch estmates in rugarch package

Doumbia Souleymane @doumb|@73 @end|ng |rom y@hoo@|r
Sat May 15 20:20:37 CEST 2021


Dear all,
I would have a question about fiGarch(p,d,q) estmation in the useful rugarch package. Is it possible to get an estimate of parameter value d ? If not, what the estimate "delta" stand for in the estimation reults ?
Best Regards,

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